Share price$564.71
1D+1.0%
Sold putSold call
IDEXX Laboratories, Inc. Common Stock IDXX
i
Market datapartial · fetched 2026-10-22T18:24:17.758Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T18:24:04.866160823Z
FundamentalsAlpha Vantage · unavailable
IDEXX Laboratories, Inc. Common Stock options
PutsExpensive1.75×
CallsExpensive1.51×
SkewNeutral-0.02 pp
Implied moveBearish±$55.52
TiltBearish6.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 625.52 | 39.1% | 11.9% | 513.60 | 44.6% | 10.5% |
| 25Δ | 614.95 | 39.7% | 10.5% | 524.63 | 44.3% | 9.1% |
| 30Δ | 606.05 | 41.0% | 9.4% | 535.09 | 43.6% | 7.8% |
| 35Δ | 597.08 | 41.9% | 8.4% | 544.29 | 43.7% | 6.7% |
| 40Δ | 588.07 | 42.4% | 7.3% | 553.25 | 43.6% | 5.8% |
| 45Δ | 579.45 | 43.2% | 6.5% | 562.01 | 43.4% | 5.0% |
| 50Δ | 570.83 | 43.9% | 5.7% | 570.66 | 43.1% | 4.2% |
| 55Δ | 562.04 | 43.6% | 4.8% | 579.15 | 42.4% | 3.5% |
| 60Δ | 553.25 | 43.6% | 4.1% | 588.72 | 43.4% | 2.9% |
| 65Δ | 543.60 | 45.2% | 3.5% | 598.24 | 43.1% | 2.4% |
| 70Δ | 533.53 | 46.2% | 3.0% | 607.74 | 42.6% | 1.8% |
| 75Δ | 523.25 | 46.1% | 2.4% | 617.90 | 42.0% | 1.3% |
| 80Δ | 512.19 | 45.5% | 1.8% | 629.57 | 41.6% | 0.9% |
20Δ
- Pseudo strike
- 625.52
- IV
- 39.1%
- B/E move
- 11.9%
- Pseudo strike
- 513.60
- IV
- 44.6%
- B/E move
- 10.5%
25Δ
- Pseudo strike
- 614.95
- IV
- 39.7%
- B/E move
- 10.5%
- Pseudo strike
- 524.63
- IV
- 44.3%
- B/E move
- 9.1%
30Δ
- Pseudo strike
- 606.05
- IV
- 41.0%
- B/E move
- 9.4%
- Pseudo strike
- 535.09
- IV
- 43.6%
- B/E move
- 7.8%
35Δ
- Pseudo strike
- 597.08
- IV
- 41.9%
- B/E move
- 8.4%
- Pseudo strike
- 544.29
- IV
- 43.7%
- B/E move
- 6.7%
40Δ
- Pseudo strike
- 588.07
- IV
- 42.4%
- B/E move
- 7.3%
- Pseudo strike
- 553.25
- IV
- 43.6%
- B/E move
- 5.8%
45Δ
- Pseudo strike
- 579.45
- IV
- 43.2%
- B/E move
- 6.5%
- Pseudo strike
- 562.01
- IV
- 43.4%
- B/E move
- 5.0%
50Δ
- Pseudo strike
- 570.83
- IV
- 43.9%
- B/E move
- 5.7%
- Pseudo strike
- 570.66
- IV
- 43.1%
- B/E move
- 4.2%
55Δ
- Pseudo strike
- 562.04
- IV
- 43.6%
- B/E move
- 4.8%
- Pseudo strike
- 579.15
- IV
- 42.4%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- 553.25
- IV
- 43.6%
- B/E move
- 4.1%
- Pseudo strike
- 588.72
- IV
- 43.4%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 543.60
- IV
- 45.2%
- B/E move
- 3.5%
- Pseudo strike
- 598.24
- IV
- 43.1%
- B/E move
- 2.4%
70Δ
- Pseudo strike
- 533.53
- IV
- 46.2%
- B/E move
- 3.0%
- Pseudo strike
- 607.74
- IV
- 42.6%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 523.25
- IV
- 46.1%
- B/E move
- 2.4%
- Pseudo strike
- 617.90
- IV
- 42.0%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 512.19
- IV
- 45.5%
- B/E move
- 1.8%
- Pseudo strike
- 629.57
- IV
- 41.6%
- B/E move
- 0.9%
Options history
No recorded observations